+1,028.0%
AXON vs SFM
+138.5%
+889.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -27.4% | -6.9% | -20.5% | -26.2% |
| 30D | -28.5% | -25.0% | -3.5% | -25.1% |
| 3M | -49.3% | -42.7% | -6.5% | -44.3% |
| 6M | -25.0% | -41.0% | +16.0% | -18.7% |
| YTD | -46.7% | -38.7% | -8.1% | -43.0% |
| 1Y | -48.3% | -38.1% | -10.1% | -44.8% |
| 3Y | +38.8% | +19.3% | +19.5% | +29.0% |
| 5Y | +77.7% | +103.1% | -25.4% | +47.8% |
| 10Y | +1,028.0% | +131.1% | +897.0% | +776.2% |
| All | +1,028.0% | +138.5% | +889.5% | +776.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling